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intraday

Alpha Generation: Controlling Intraday Risk Profile

Alpha Generation: Controlling Intraday Risk Profile Another useful QuantInsti webinar video Join my FREE newsletter to learn more about how to handle risk in your automated trading   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos or what I eat!

For Python user: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

An interesting discussion of development IDEs for Python resulted here. In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM – See more at: https://quantlabs.net/blog/2014/02/in-python-backtesting-an-intraday-mean-reversion-pairs-strategy-between-spy-and-iwm/#sthash.3tKiMKPE.dpuf It resulted in this: An interesting take on Matlab vs Python with Entropy foe a quant research trading model or algo – See more at: https://quantlabs.net/blog/2014/02/an-interesting-take-on-matlab-vs-python-with-entropy-foe-a-quant-research-trading-model-or-algo/#sthash.A8aMzhLY.dpuf Rithmic …

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In Python: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM

From the NYC Contact so thanks to him: Backtesting An Intraday Mean Reversion Pairs Strategy Between SPY And IWM http://www.quantstart.com/articles/Backtesting-An-Intraday-Mean-Reversion-Pairs-Strategy-Between-SPY-And-IWM Join our latest newsletter to see how we do stuff like this NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I don’t post stupid cat videos …

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Learn Maximum number of intraday Sharpe ratio

Learn Maximum number of intraday Sharpe ratio Get more details here to get access to the course and other huge benefits including High Frequency Trading platform building, QuantLibXL analysis, Matlab, etc. http://quantlabs.net/quant-member-benefits/slash-your-quant-learning-curve/ Thanks for reading Bryan   NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don’t worry as I …

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Do large intraday reversals always signal a continuation in the latter direction in the short term/long term?

Do large intraday reversals always signal a continuation in the latter direction in the short term/long term? –I don’t have any statistics related to your question, but I know that many intraday reversals are only intraday traders inventory adjustments. –Many such intraday reversals are inventory adjustment as as Michele replied or trapped traders squaring off. Not …

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Key CME Floor Pivots ES 1337 ZB 43.08 ZN 131.16 Intraday Info, Levels Live Online from CME Trading Floor

Key CME Floor Pivots ES 1337 ZB 43.08 ZN 131.16 Intraday Info, Levels Live Online from CME Trading Floor via Pit IQ (Pit Intelligence) http://pitiq.tv/h8bikY — Key CME Floor Pivots ES 1391 ZB 136.06 ZN 128.24 via Pit IQ (Pit Intelligence) for March 15 2012 http://pitiq.tv/h8bikY   NOTE I now post my TRADING ALERTS into …

Key CME Floor Pivots ES 1337 ZB 43.08 ZN 131.16 Intraday Info, Levels Live Online from CME Trading Floor Read More »

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